Last price paid | 0.46 | |
Change | -6.12% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | 4'000.00 Unit | |
Date/time | 26.09.2024 17:15 |
Fixing | 20.06.2025 |
Settlement date | 20.02.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
Perf. since issue | -65.11% |
Year to date (YTD) | n.a. |
1 month | -22.03% |
3 months | -28.13% |
1 year | n.a. |
3 years | n.a. |
Issue price | 1.39 |
Underlying price on issue | 17'976.10 |
Premium | 0.13% |
Premium p.a. | 0.18% |
Leverage | 7.48 |
Implied volatility | 0.24 |
ISIN | CH1305136926 |
Symbol | NDX1LZ |
Security | 130513692 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | NASDAQ 100, US6311011026 |
Underlying ISIN | US6311011026 |
Strike | 18'000.00 |
C/P type | put |
Subscription ratio | 1'000.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | European |
Delivery of securities | Automatic |
Minimum execution | 1000 |
Value day | 12.02.2024 |
Premium | 13.37% |
Premium p.a. | 17.88% |
Leverage | 35.00 |
Implied volatility | 24.43% |
Moneyness | out-of-the-money |
Leverage | 7.4827 |
Delta | -0.2138 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0344 |
Vega | 0.0428 |
Fair value | 0.49 |
Intrinsic value | n.a. |
Break-even | 17'425.25 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 303.80 |
Compagnie Financi... | 132.60 |
ROCHE GS | 272.90 |
Sika AG | 281.60 |
Partners Group Ho... | 1'266.00 |
Name | Price |
---|---|
ABB Ltd | 49.65 |
Holcim | 84.08 |
Lonza Group | 535.80 |
LOGITECH INT. | 74.44 |
Givaudan | 4'607.00 |